ar() - AIC and BIC

Hi,

I'm slowly working through Tsay's "Analysis of Financial Time Series"
3rd ed. ?I'm trying to replicate Table 2.1 on p.47, which gives PACF,
AIC, and BIC for the monthly simple returns of the CRSP value-weighted
index.

The data:
http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/m-ibm3dx2608.txt

da <- read.table("http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/m-ibm3dx2608.txt", header = TRUE)
vw <- da[, 3]

I can replicate the PACF calculations.

x <- pacf(vw)
x

Partial autocorrelations of series ?vw?, by lag

? ? 1 ? ? ?2 ? ? ?3 ? ? ?4 ? ? ?5 ? ? ?6 ? ? ?7 ? ? ?8 ? ? ?9 ? ? 10
0.115 -0.030 -0.102 ?0.033 ?0.062 -0.050 ?0.031 ?0.052 ?0.063 ?0.005
? ? 11 ? ? 12 ? ? 13 ? ? 14 ? ? 15 ? ? 16 ? ? 17 ? ? 18 ? ? 19 ? ? 20
-0.005 ?0.011 -0.048 -0.084 ?0.012 -0.055 ?0.078 ?0.021 -0.048 -0.062
? ? 21 ? ? 22 ? ? 23 ? ? 24 ? ? 25 ? ? 26 ? ? 27 ? ? 28 ? ? 29
-0.060 ?0.003 -0.025 ?0.024 -0.041 ?0.016 -0.023 ?0.023 ?0.029

The ar() function returns the same order as indicated in the
book(based on AIC), but the AIC values appear to be adjusted so that
the minimum AIC value is 0.

m1 <- ar(vw, method = "mle")
m1$order

[1] 9

m1$aic

? ? ? ?0 ? ? ? ? 1 ? ? ? ? 2 ? ? ? ? 3 ? ? ? ? 4 ? ? ? ? 5 ? ? ? ? 6
22.329967 10.990260 12.066700 ?3.350972 ?4.365413 ?2.462650 ?1.960128
? ? ? ?7 ? ? ? ? 8 ? ? ? ? 9 ? ? ? ?10 ? ? ? ?11 ? ? ? ?12
3.041666 ?2.243258 ?0.000000 ?1.966641 ?3.942486 ?5.811573

According to the book the AIC values are:
? ? ? ?0 ? ? ? ? 1 ? ? ? ? 2 ? ? ? ? 3 ? ? ? ? 4 ? ? ? ? 5 ? ? ? ? 6
? ? ? NA ? ?-5.838 ? ?-5.837 ? ?-5.846 ? ?-5.845 ? ?-5.847 ? ?-5.847
? ? ? ?7 ? ? ? ? 8 ? ? ? ? 9 ? ? ? ?10 ? ? ? ?11 ? ? ? ?12
? -5.846 ? ?-5.847 ? ?-5.849 ? ?-5.847 ? ?-5.845 ? ?-5.843

Is there a way to get "unadjusted" AIC values(i.e. values that match
the text)? Additionally, is there a way to force ar() to use BIC and
return those values?

Thank you.

James